+318.5%
TPR vs WAT
+161.1%
+157.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -23.0% | +2.3% | -25.3% | -23.9% |
| 3M | -12.5% | +8.7% | -21.2% | -16.4% |
| 6M | -21.4% | +28.3% | -49.7% | -31.4% |
| YTD | -3.5% | +7.8% | -11.3% | -9.3% |
| 1Y | +17.4% | +36.6% | -19.2% | -3.0% |
| 3Y | +291.3% | +45.7% | +245.6% | +186.4% |
| 5Y | +241.9% | -3.3% | +245.2% | +215.5% |
| All | +318.5% | +161.1% | +157.4% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling